scholarly journals The effects of the subprime crisis on the Latin American financial markets: An empirical assessment

2011 ◽  
Vol 28 (5) ◽  
pp. 2342-2357 ◽  
Author(s):  
Gilles Dufrénot ◽  
Valérie Mignon ◽  
Anne Péguin-Feissolle
Keyword(s):  
Financial Markets ◽  
Latin American ◽  
Subprime Crisis ◽  
Empirical Assessment

scholarly journals Forecasts, ethics and financial behaviour: Another reading of economic crises

2011 ◽  
Vol 1 (2) ◽  
pp. 7-13
Author(s):  
Miia Parnaudeau ◽  
Elisabeth Paulet
Keyword(s):  
Business Cycles ◽  
Financial Markets ◽  
Final Section ◽  
Subprime Crisis ◽  
Real Economy ◽  
Ethical Practices ◽  
Economic Agents ◽  
Financial Behaviour ◽  
The Uk ◽  
European Economies

The forecasts of economic agents are not without influence on financial markets‟ fluctuations. The recent subprime crisis has shown that incorrect use of information available on the markets added to the creation of complex financial instruments can have major consequences, not only in financial terms, but also on the real economy. Based on a study of three European countries, France, Germany and the UK, the goal of this paper is to assess how more ethical practices among economic agents can reduce the volatility of financial markets and stabilise the business cycles. This should lead to greater stability for European economies. After discussing the various possible forms that the forecasts of economic agents can take, we will study their correlation with business cycles. The final section will be dedicated to formulating various hypotheses and scenarios for explaining speculative cycles and how to control them with more ethical practices.

Contagion or Interdependence in the Financial Markets of Asia, Latin America, and the United States: From Tequila Effect to the Subprime Crisis

2011 ◽  
pp. 93-99
Author(s):  
Emerson Fernandes Marcal ◽  
Pedro L. Valls Pereira ◽  
Diogenes Manoel Leiva Martin ◽  
Wilson Toshiro Nakamura ◽  
Wagner Oliveira Monteiro
Keyword(s):  
United States ◽  
Latin America ◽  
Financial Markets ◽  
The United States ◽  
Subprime Crisis

scholarly journals BEHAVIOUR OF FINANCIAL MARKETS DURING THE SUBPRIME CRISIS

2016 ◽  
Vol 11 (2) ◽  
pp. 2657-2672
Author(s):  
SAMOUT Ammar
Keyword(s):  
United States ◽  
Great Britain ◽  
Financial Markets ◽  
Stock Markets ◽  
Subprime Crisis ◽  
Causality Test ◽  
United State ◽  
Stock Indices ◽  
The Relationship

The objective of this article is to highlight the nature of the relationship between several stock markets (France, the great Britain, Germany, and United States). The behavior of those facing the subprime crisis that took place in United State markets we tried to analyze in August 2007. Empirically to make think back to these questions, we relied primarily on testing correlation. The result of this test demonstrates the significant increase in the correlation between stock markets: US, French, Germany and Britain during the period of the crisis. We interpret this increase as evidence of contagion. Secondly, it was based on the theory of co-integration. The results of the co-integration tests show the existence of three co-integration relationships between the most stock markets. The existence of co-integration relationship is evidence of contagion and integration of stock markets. Thirdly, we tried to apply the causality test between stock indices. The result of this test shows the existence of several causality between these indices confirming the importance of contagion during the crisis.

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